Increment Entropy as a Measure of Complexity for Time Series
Increment Entropy as a Measure of Complexity for Time Series
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Liu, Xiaofeng , Jiang, Aimin , Xu, Ning and Xue, Jianru
Publisher
Basel: MDPI AG
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English
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Basel: MDPI AG
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Entropy has been a common index to quantify the complexity of time series in a variety of fields. Here, we introduce an increment entropy to measure the complexity of time series in which each increment is mapped onto a word of two letters, one corresponding to the sign and the other corresponding to the magnitude. Increment entropy (IncrEn) is def...
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Increment Entropy as a Measure of Complexity for Time Series
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TN_cdi_doaj_primary_oai_doaj_org_article_2a198e4bb54f4b838925990e19024c60
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https://devfeature-collection.sl.nsw.gov.au/record/TN_cdi_doaj_primary_oai_doaj_org_article_2a198e4bb54f4b838925990e19024c60
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ISSN
1099-4300
E-ISSN
1099-4300
DOI
10.3390/e18010022